-50.1%
DXCM vs HST
+71.5%
-121.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -5.9% | -6.0% |
| 7D | -3.5% | -2.7% | -0.8% | -2.5% |
| 30D | -5.8% | +10.7% | -16.5% | -9.3% |
| 3M | -4.3% | +6.3% | -10.6% | -6.6% |
| 6M | +31.6% | +19.0% | +12.6% | +22.3% |
| YTD | +19.6% | +47.0% | -27.4% | +2.2% |
| 1Y | +36.9% | +53.4% | -16.6% | +14.7% |
| 3Y | -16.3% | +78.0% | -94.3% | -35.5% |
| All | -50.1% | +71.5% | -121.6% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling